+76.6%
ILMN vs REPL
+175.2%
-98.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.2% | -2.7% |
| 7D | -9.8% | +12.7% | -22.5% | -9.8% |
| 30D | -22.7% | +73.5% | -96.2% | -22.8% |
| 3M | +12.1% | +70.3% | -58.2% | +12.0% |
| 6M | +51.5% | +472.0% | -420.5% | +52.1% |
| YTD | +63.9% | +139.5% | -75.7% | +65.7% |
| 1Y | +76.6% | +167.3% | -90.7% | +78.9% |
| All | +76.6% | +175.2% | -98.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling